-85.8%
GDEV vs SPY
+147.9%
-233.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -14.3% | +0.1% | -14.3% | -14.3% |
| 3M | -10.2% | +2.0% | -12.2% | -10.8% |
| 6M | -24.8% | +13.0% | -37.8% | -27.3% |
| YTD | -24.0% | +13.5% | -37.5% | -26.6% |
| 1Y | -26.2% | +20.0% | -46.2% | -29.8% |
| 3Y | -68.0% | +77.2% | -145.2% | -72.9% |
| 5Y | -84.0% | +81.9% | -165.9% | -86.3% |
| All | -85.8% | +147.9% | -233.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling